+288.8%
CMCSA vs TRGP
+2,265.4%
-1,976.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +3.8% | +14.6% | -10.7% | +1.6% |
| 3M | +12.3% | +11.9% | +0.4% | +10.1% |
| 6M | -15.4% | +25.3% | -40.7% | -18.6% |
| YTD | -2.5% | +61.9% | -64.4% | -9.8% |
| 1Y | -13.4% | +87.3% | -100.6% | -21.9% |
| 3Y | -30.4% | +268.0% | -298.4% | -43.9% |
| 5Y | -45.0% | +638.2% | -683.2% | -60.5% |
| 10Y | +10.2% | +821.9% | -811.8% | -31.4% |
| All | +288.8% | +2,265.4% | -1,976.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling